CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6112 |
1.6072 |
-0.0040 |
-0.2% |
1.5842 |
| High |
1.6158 |
1.6121 |
-0.0037 |
-0.2% |
1.6274 |
| Low |
1.6023 |
1.6028 |
0.0005 |
0.0% |
1.5818 |
| Close |
1.6053 |
1.6092 |
0.0039 |
0.2% |
1.6091 |
| Range |
0.0135 |
0.0093 |
-0.0042 |
-31.1% |
0.0456 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
128,799 |
119,086 |
-9,713 |
-7.5% |
629,525 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6359 |
1.6319 |
1.6143 |
|
| R3 |
1.6266 |
1.6226 |
1.6118 |
|
| R2 |
1.6173 |
1.6173 |
1.6109 |
|
| R1 |
1.6133 |
1.6133 |
1.6101 |
1.6153 |
| PP |
1.6080 |
1.6080 |
1.6080 |
1.6091 |
| S1 |
1.6040 |
1.6040 |
1.6083 |
1.6060 |
| S2 |
1.5987 |
1.5987 |
1.6075 |
|
| S3 |
1.5894 |
1.5947 |
1.6066 |
|
| S4 |
1.5801 |
1.5854 |
1.6041 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7429 |
1.7216 |
1.6342 |
|
| R3 |
1.6973 |
1.6760 |
1.6216 |
|
| R2 |
1.6517 |
1.6517 |
1.6175 |
|
| R1 |
1.6304 |
1.6304 |
1.6133 |
1.6411 |
| PP |
1.6061 |
1.6061 |
1.6061 |
1.6114 |
| S1 |
1.5848 |
1.5848 |
1.6049 |
1.5955 |
| S2 |
1.5605 |
1.5605 |
1.6007 |
|
| S3 |
1.5149 |
1.5392 |
1.5966 |
|
| S4 |
1.4693 |
1.4936 |
1.5840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6274 |
1.6023 |
0.0251 |
1.6% |
0.0124 |
0.8% |
27% |
False |
False |
119,530 |
| 10 |
1.6274 |
1.5818 |
0.0456 |
2.8% |
0.0136 |
0.8% |
60% |
False |
False |
122,158 |
| 20 |
1.6274 |
1.5575 |
0.0699 |
4.3% |
0.0149 |
0.9% |
74% |
False |
False |
124,613 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0151 |
0.9% |
81% |
False |
False |
104,020 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
81% |
False |
False |
74,372 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
81% |
False |
False |
55,809 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0141 |
0.9% |
81% |
False |
False |
44,656 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.2% |
0.0126 |
0.8% |
82% |
False |
False |
37,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6516 |
|
2.618 |
1.6364 |
|
1.618 |
1.6271 |
|
1.000 |
1.6214 |
|
0.618 |
1.6178 |
|
HIGH |
1.6121 |
|
0.618 |
1.6085 |
|
0.500 |
1.6075 |
|
0.382 |
1.6064 |
|
LOW |
1.6028 |
|
0.618 |
1.5971 |
|
1.000 |
1.5935 |
|
1.618 |
1.5878 |
|
2.618 |
1.5785 |
|
4.250 |
1.5633 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6086 |
1.6102 |
| PP |
1.6080 |
1.6099 |
| S1 |
1.6075 |
1.6095 |
|